Professor of Mathematics
Department of Mathematics
University of North Florida
Jacksonville, FL 32224
B.Sc. University of Manchester, 1976
M.Sc. University of Manchester, 1977
Ph.D. University of Warwick, 1982
Area of Research
Stochastic analysis and
related areas of mathematics.
particular: Borel measures on vector
spaces. Stochastic differential equations and Malliavin calculus.
Partial differential equations,
hypoellipticity theory and boundary-value problems. Stochastic
differential geometry. Biological and financial models.
quasi-invariance theorem for measures on Banach spaces.
Amer. Math. Soc.
290 (1985) 851-855.
Pitman Monographs and Surveys in Pure and Applied Mathematics, Vol. 34.
Longman, Essex; Wiley, NY, 1987 (second edition published by Dover,
Malliavin calculus and stochastic delay equations (with S. Mohammed).
J. Funct. Anal. 99
- An extension of Hormander's
degenerate second-order operators (with S. Mohammed).
78 (1995) 453 - 475.
- The Gauss-Bonnet theorem
for vector bundles. J.
theorems in path space III: hypoelliptic diffusions and beyond. J.
Funct. Anal. 252, no. 1 (2007)
links to on-line papers)
Hours Fall 2018
Monday: 2:30 - 3:30
Tuesday: 5:30 - 6:30
Wednesday: 2:30 - 3:30
Thursday: 5:30 - 6:30